Robustness test using fixed effects regressions
Fixed-Effect Regressions on Network Data
... firm effects is regarded as a measure of assortative ...firms. Using the same decomposition, Card, Heining and Kline (2013 ) study to what extent the evolution of wage inequality is due to changes in the ...
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Cointegrating MiDaS Regressions and a MiDaS Test
... them using any of the ...the robustness of the model for forecasting, I adopt a suboptimal modeling strategy of not explicitly modeling lags of the indices in previous years, nor lags of the regressand ...
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Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
... Their regression model is as follows: log(Y ) = α + β 1 log(K 1 ) + β 2 log(K 2 ) + β 3 log(L) + β 4 log(U nemp) + u, where Y is gross state product, K 1 is public capital which includes highways and streets, water and ...
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ON THE ROBUSTNESS OF FIXED EFFECTS AND RELATED ESTIMATORS IN CORRELATED RANDOM COEFFICIENT PANEL DATA MODELS
... sense to obtain heteroskedasticity-robust standard errors for the ATEs. The procedure described in the previous paragraph is costly in terms of degrees of freedom. For one, T different cross-sectional regressions ...
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Specification test for panel data models with interactive fixed effects
... RESET test of Ramsey (1969) is the common used specification test for the linear regression ...this test is not consistent because it fails to detect some unknown nonlinear ...nonparametric ...
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Robustness or Efficiency, A Test to Solve the Dilemma
... it using ordinary least squares, we estimate it with the S-estimator that we described ...the regressions by LS and S, and the differences between the estimated parameters in Table ...
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An integrated modified OLS RESET test for cointegrating regressions
... RESET test is performed as a Wald-type test in the regression augmented by powers and cross-products of powers of the integrated regressors that is estimated by ...a test has power not only against ...
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The robustness of seismic attenuation measurements using fixed- and variable-window time-frequency transforms
... Because attenuation increases with traveltime, the relationship between A and ⌬t is expected to be linear with a negative slope. In re- ality, the measurements fluctuate about this trend because of noise in the data, ...
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Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
... out using N (0, 1) critical values in all cases and also the rejections for IM(O) and IM(D) are carried out using N (0, 1) critical values for all values of M ...the test statistic IM(D) is ...
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Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel
... Hausman test based on the di¤erence between the xed and random e¤ects speci
cation of this ...estimator using GM estimation of this generalized MRSAR error component ...Hausman test based on the ...
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On the robustness of a divergence based test of simple statistical hypotheses
... strong robustness properties ...tests using the density power ...any fixed point in the parameter space Θ, which we believe to be the true value of the ...
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A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model
... LM test proposed by Pesaran (2004) but applied to a …xed e¤ects ...LM test exhibits an asymptotic bias which is related to the number of cross-sectional units n and the number of time periods T ...LM ...
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Getting Started in Fixed/Random Effects Models using R
... If this number is < 0.05 then your model is ok. This is a test (F) to see whether all the coefficients in the model are different than zero. Interpretation of the coefficients is tricky since they include both the ...
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Topics in Time Series Regressions: Pre-Test Estimators and Panel Data Analysis
... cointegration regressions using the limit theories for nonstationary panel regression established by Phillips and Moon ...is fixed and the cross section dimension (n) is large 1 , they require the ...
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A New Approach to Detect Spurious Regressions using Wavelets
... or fixed in repeated sampling, the disturbances should be normally distributed and ...the test requires an extensive and careful checking of a set of decision ...
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Improving the error rates of the Begg and Mazumdar test for publication bias in fixed effects meta-analysis
... correlation test introduced by Begg and Mazumdar is extensively used in meta-analysis to test for publication bias in clinical and epidemiological ...effect using Kendall’s tau as the measure of ...
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A J-test for Panel Models with Fixed Effects, Spatial and Time
... the test seems to systematically over-reject the null ...of test problem” diminishes as the value of n ...the test, based on both predictors, is reasonably close to the theoretical 5% level when the ...
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Structural Spurious Regressions and A Hausman-type Cointegration Test
... As a major building block for many models of exchange rate determination, PPP has been one of the most heavily studied subjects in international macroeconomics. Despite extensive research, the empirical evidence on PPP ...
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A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions
... Nonparametric tests of modality are a distribution-free way of assessing evidence about heterogeneity in a population, provided that the potential subpopulations are sufficiently well separated. Past research on these type ...
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Gene Genealogies Within a Fixed Pedigree, and the Robustness of Kingman’s Coalescent
... After having gone to some length in this Introduction to demonstrate that the coalescent is generally misapplied, our results will show that the Kingman coalescent provides a surprisingly accurate description of gene ...
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